Energy and reserve scheduling under an N-K security criterion via robust optimization

Alexandre Street, José M. Arroyo, Fabrício Oliveira

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

5 Citations (Scopus)


This paper presents a new approach to simultaneously schedule energy and reserve in an electricity market. The proposed model explicitly incorporates an n-K security criterion by which power balance is guaranteed under any contingency state comprising the simultaneous loss of up to K generation units. Instead of considering all possible contingency states, which would render the problem intractable, a novel method based on robust optimization is proposed. Using the notion of umbrella contingencies, the robust counterpart of the original problem is formulated. The resulting model is a particular instance of bilevel programming which is solved by its transformation to an equivalent single-level mixed-integer programming problem. Unlike previously reported contingency-dependent approaches, the robust model does not depend on the size of the contingency set, thus providing a computationally efficient framework. Simulation results back up these conclusions.

Original languageEnglish
Title of host publication17th Power Systems Computation Conference, PSCC 2011
PublisherPower Systems Computation Conference (PSCC)
ISBN (Electronic)9789175012575
Publication statusPublished - 1 Jan 2011
MoE publication typeA4 Conference publication
EventPower Systems Computation Conference - Stockholm, Sweden
Duration: 22 Aug 201126 Aug 2011
Conference number: 17


ConferencePower Systems Computation Conference
Abbreviated titlePSCC


  • Bilevel programming
  • Energy and reserve scheduling
  • N-K security criterion
  • Robust optimization
  • Umbrella contingencies


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